Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.563 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47749.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46354.29 Kr¶

PnL: ---------------------------------------> -534.28 Kr¶

DD now: ---------------------------------> -1.811 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 10:27:34.400785'

Anic Portfolio¶

Today¶

Return: 0.454 %¶

This Week¶

Return: 0.454 %¶

Total¶

Return: 56.319 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.880000 2845.500000 209.500000 7.950000 2636.000010
Beijer Electronics Group 26 -0.500000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 3.390000 664.930000 87.930000 15.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 1.740000 432.400000 77.400000 21.800000 355.000000
FM Mattsson Mora Group B 50 1.020000 2980.000000 53.000000 1.810000 2927.000000
HMS Networks 2 1.010000 719.200000 46.200000 6.860000 673.000000
Nordea Bank Abp 29 0.760000 3475.360000 21.360000 0.620000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 2.040000 264.480000 18.480000 7.510000 246.000000
Intrum 4 2.440000 545.400000 18.400000 3.490000 527.000000
Eastnine 4 0.630000 508.800000 17.800000 3.630000 491.000000
Essity A 4 0.520000 1164.000000 15.000000 1.310000 1149.000000
Coor Service Management Hold. 8 0.000000 546.000000 14.000000 2.630000 532.000000
Norva24 Group 16 0.000000 553.280000 10.280000 1.890000 543.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
OEM International B 7 -0.130000 536.200000 8.200000 1.550000 527.999997
Essity B 2 0.940000 581.800000 7.800000 1.360000 574.000000
MedCap 2 0.710000 427.000000 6.000000 1.430000 421.000000
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Resurs Holding 22 -0.900000 579.700000 5.700000 0.990000 573.999998
Midsona B 63 -0.640000 588.420000 5.420000 0.930000 582.999984
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Handelsbanken A 5 0.320000 547.500000 1.500000 0.270000 546.000000
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Boozt 12 -1.010000 1653.600000 -0.400000 -0.020000 1653.999996
Securitas B 6 0.680000 567.480000 -2.520000 -0.440000 570.000000
Swedbank A 3 -0.280000 559.440000 -4.560000 -0.810000 564.000000
CTEK 13 -0.650000 514.540000 -19.460000 -3.640000 533.999999
SAAB B 8 1.190000 3321.600000 -55.400000 -1.640000 3377.000000
International Petroleum Corp. 5 1.150000 526.500000 -68.070000 -11.450000 594.565215
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
Vivesto 1368 -2.310000 521.210000 -91.790000 -14.970000 612.999432
OX2 18 -0.880000 1521.000000 -143.000000 -8.590000 1663.999992
Axfood 13 -0.400000 3541.200000 -214.800000 -5.720000 3756.000001
Ovzon 52 3.300000 3094.000000 -268.000000 -7.970000 3361.999992
Fasadgruppen Group 35 -0.910000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46354.290000 -534.280000 -1.81107% 46888.564618

Updated:¶

'2023-01-16 10:27:46.655764'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶